ECBOT 10 Year T-Note Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
117-220 |
118-050 |
0-150 |
0.4% |
118-090 |
| High |
118-010 |
118-310 |
0-300 |
0.8% |
118-310 |
| Low |
117-140 |
118-000 |
0-180 |
0.5% |
117-060 |
| Close |
117-250 |
118-230 |
0-300 |
0.8% |
118-230 |
| Range |
0-190 |
0-310 |
0-120 |
63.2% |
1-250 |
| ATR |
0-253 |
0-262 |
0-009 |
3.6% |
0-000 |
| Volume |
12,991 |
25,240 |
12,249 |
94.3% |
72,574 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-150 |
121-020 |
119-080 |
|
| R3 |
120-160 |
120-030 |
118-315 |
|
| R2 |
119-170 |
119-170 |
118-287 |
|
| R1 |
119-040 |
119-040 |
118-258 |
119-105 |
| PP |
118-180 |
118-180 |
118-180 |
118-212 |
| S1 |
118-050 |
118-050 |
118-202 |
118-115 |
| S2 |
117-190 |
117-190 |
118-173 |
|
| S3 |
116-200 |
117-060 |
118-145 |
|
| S4 |
115-210 |
116-070 |
118-060 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-203 |
122-307 |
119-224 |
|
| R3 |
121-273 |
121-057 |
119-067 |
|
| R2 |
120-023 |
120-023 |
119-014 |
|
| R1 |
119-127 |
119-127 |
118-282 |
119-235 |
| PP |
118-093 |
118-093 |
118-093 |
118-148 |
| S1 |
117-197 |
117-197 |
118-178 |
117-305 |
| S2 |
116-163 |
116-163 |
118-126 |
|
| S3 |
114-233 |
115-267 |
118-073 |
|
| S4 |
112-303 |
114-017 |
117-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-310 |
117-060 |
1-250 |
1.5% |
0-258 |
0.7% |
86% |
True |
False |
14,514 |
| 10 |
119-300 |
116-050 |
3-250 |
3.2% |
1-018 |
0.9% |
68% |
False |
False |
11,395 |
| 20 |
119-300 |
115-000 |
4-300 |
4.2% |
0-260 |
0.7% |
75% |
False |
False |
6,573 |
| 40 |
119-300 |
113-150 |
6-150 |
5.4% |
0-182 |
0.5% |
81% |
False |
False |
3,793 |
| 60 |
119-300 |
113-150 |
6-150 |
5.4% |
0-125 |
0.3% |
81% |
False |
False |
2,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-028 |
|
2.618 |
121-162 |
|
1.618 |
120-172 |
|
1.000 |
119-300 |
|
0.618 |
119-182 |
|
HIGH |
118-310 |
|
0.618 |
118-192 |
|
0.500 |
118-155 |
|
0.382 |
118-118 |
|
LOW |
118-000 |
|
0.618 |
117-128 |
|
1.000 |
117-010 |
|
1.618 |
116-138 |
|
2.618 |
115-148 |
|
4.250 |
113-282 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
118-205 |
118-175 |
| PP |
118-180 |
118-120 |
| S1 |
118-155 |
118-065 |
|